Core accounts and the gap report. Originally ... oh! the gap report” category was motivated by a client call I received late last week ...

I thought we were beyond using the gap report to measure interest rate risk. Originally published 1/12/2007 © 2021 Olson Research Associates, Inc ...

Your model's gap report doesn't match my call report. Originally published 4/21/2008 © 2021 Olson Research Associates, Inc ...

Callable securities, interest rate risk, and the gap report. Originally published 1/11/2007 © 2021 Olson Research Associates, Inc ...

... Associates, Inc. Disclaimer: This is part one of a two part post. It is not meant to be a primer on the gap report or decay. Here are ...

... Here is a link back to part 1. In my prior post I stressed that when you look at a gap report you are trying to measure earnings sensitivity ...

... Client question: I'm looking at our gap report and it shows our cumulative gap to be 116% which is asset sensitive, yet when I look at the rates up ...

... Rate Risk Management Although these accounts reprice immediately, it's the nature of their repricing that causes problems on the gap report ...

... be very small, like 2 or 3%? Many smaller bank's, for better or worse, still tend to look at their bank's interest rate risk by referring to a gap report (doh ...